CSR non-Sec Buckets

Download sample file: CSR_Bucket_NONSEC.csv

This file provides a mapping from Credit Quality and Sector to CSR non-Sec bucket.

When the SBM sensitivity files (Curvature, Delta, or Vega) omit the Bucket field, it is filled in from this CSR non-Sec Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file.

This CSR non-Sec Buckets file type is identified using the pattern: **/CSR_Bucket_NONSEC*.csv (as specified by csr.bucket.non-sec.file-pattern). This file is loaded using the CSR_BUCKET_NONSEC topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field Key Null FieldType Description Example
Bucket N N String Bucket number (1 – 16)
CreditQuality Y N String Must match “CSRQuality” in sensitivities file
Sector Y N String Must match “CSRSector” in sensitivities file
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.
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